-29.5%
TE vs NVD
-99.1%
+69.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +0.2% | +10.8% | -10.6% | +3.0% |
| 30D | -5.9% | +0.8% | -6.7% | -4.5% |
| 3M | -45.6% | -20.8% | -24.7% | -46.7% |
| 6M | -43.4% | -41.2% | -2.2% | -46.7% |
| YTD | -31.0% | -44.2% | +13.2% | -34.4% |
| 1Y | +145.2% | -54.2% | +199.4% | +128.9% |
| 3Y | -24.1% | -99.1% | +75.1% | -33.6% |
| All | -29.5% | -99.1% | +69.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling